The Analysis of Structured Securities

Name: The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
Brand: Oxford University Press
SKU: 9780195152739
Price: 5021.00 INR
Availability: InStock

Precise Risk Measurement and Capital Allocation

by Sylvain Raynes, Ann Rutledge

Oxford University Press

₹5,021

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From the publisher

The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results.

Description supplied by the publisher.